Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49016.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44847.93 Kr¶

PnL: ---------------------------------------> -100.07 Kr¶

DD now: ---------------------------------> -7.725 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 17:14:23.313706'

Anic Portfolio¶

Today¶

Return: -0.581 %¶

This Week¶

Return: -0.581 %¶

Total portfolio value¶

Return including deposits: 60.468 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.170000 1663.740000 196.200000 13.370000 1467.540000
Sedana Medical 93 2.960000 2589.120000 74.400000 2.960000 2514.720000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Orrön Energy 180 1.010000 2061.000000 23.400000 1.150000 2037.600000
Platzer Fastigheter Holding B 12 2.000000 978.000000 19.200000 2.000000 958.800000
JM 6 2.090000 880.200000 18.000000 2.090000 862.200000
Atrium Ljungberg B 5 1.610000 948.000000 15.000000 1.610000 933.000000
Sagax B 4 1.360000 863.600000 11.600000 1.360000 852.000000
Catena 2 1.420000 800.800000 11.200000 1.420000 789.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Clas Ohlson B 12 0.430000 975.000000 4.200000 0.430000 970.800000
Biotage 7 0.300000 942.200000 2.800000 0.300000 939.400000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Hexatronic Group 12 0.150000 966.000000 1.440000 0.150000 964.560000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Byggmax Group 33 -0.280000 951.720000 -2.640000 -0.280000 954.360000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Alimak Group 11 -0.710000 919.600000 -6.600000 -0.710000 926.200000
SKF B 5 -0.720000 931.250000 -6.750000 -0.720000 938.000000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Addnode Group B 11 -1.920000 900.900000 -17.600000 -1.920000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
Indutrade 5 -4.410000 1161.000000 -53.500000 -4.410000 1214.500000
Hexagon B 26 -2.070000 3380.000000 -71.500000 -2.070000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -7.130000 1352.180000 -102.820000 -7.070000 1455.000000
TOTAL 44847.930000 -100.070000 -7.72499% 44948.000000

Updated:¶

'2023-07-03 17:14:40.168045'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶